This varies a little with carrier and country. So let's skip that and move to what I find a lot of folk blow up on. Ready? When I slip in the SIM the voice and SMS just work. But for the rest I have to input the APN (see google.)
That seems to challenge most folk.
My cellular service provides Apple products over Android, but will provide a SIM card so I can use the service. I know I have to have an unlocked and GSM compatible phone. What else do I need to look for and where can I buy an unencumbered phone? So far what I have looked at all include service activation by other companies.